Affine Heston model style with self-exciting jumps and long memory (Q6536770)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Affine Heston model style with self-exciting jumps and long memory |
scientific article; zbMATH DE number 7846511
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Affine Heston model style with self-exciting jumps and long memory |
scientific article; zbMATH DE number 7846511 |
Statements
Affine Heston model style with self-exciting jumps and long memory (English)
0 references
13 May 2024
0 references
Hawkes process
0 references
memory kernel
0 references
stochastic volatility
0 references
option pricing
0 references
0 references
0 references
